FTC · Expected Move
First Trust Large Cap Growth AlphaDEX Fund (based on the Defined Large Cap Growth Index--symbol DEFILGOI) · ETF
The expected move for FTC is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
FTC straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current FTC Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
22.6%
IV Rank
48%
Implied one-standard-deviation move through the next 30 days. Compare to FTC's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
FTC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 22.6% | 48% |
| 20261020 | $8.75 | $8.75 | 21.7% | 41% |
| 20261019 | $0.00 | $0.00 | 21.7% | 41% |
| 20261016 | $9.82 | $4.90 | 23.3% | 54% |
| 20261015 | $8.88 | $3.65 | 20.2% | 28% |
| 20261014 | $9.18 | $4.00 | 20.6% | 32% |
| 20261013 | $8.80 | $4.00 | 19.0% | 19% |
| 20261012 | $8.95 | $4.10 | 18.8% | 17% |
| 20261009 | $9.38 | $4.38 | 19.0% | 19% |
| 20261008 | $10.00 | $4.62 | 20.6% | 32% |
| 20261007 | $9.72 | $4.60 | 19.3% | 22% |
| 20261006 | $12.10 | $10.05 | 26.7% | 81% |
| 20261005 | $10.47 | $5.03 | 20.0% | 27% |
| 20261002 | $5.15 | $5.15 | 19.3% | 21% |
| 20261001 | $5.55 | $5.55 | 20.3% | 29% |
| 20260930 | $5.78 | $5.78 | 20.1% | 28% |
| 20260929 | $5.75 | $5.75 | 19.8% | 26% |
| 20260928 | $6.05 | $6.05 | 20.2% | 29% |
| 20260925 | $6.25 | $6.25 | 19.0% | 18% |
| 20260924 | $6.58 | $6.58 | 19.6% | 23% |
| 20260923 | $6.53 | $6.53 | 19.2% | 21% |
| 20260922 | $6.70 | $6.70 | 17.4% | 6% |
| 20260921 | $7.20 | $7.20 | 19.3% | 21% |
| 20260918 | $6.47 | $7.40 | 16.7% | 0% |
| 20260917 | $6.75 | $3.25 | 17.1% | 0% |
| 20260916 | $7.62 | $3.75 | 19.5% | 15% |
| 20260915 | $7.68 | $4.10 | 19.2% | 13% |
| 20260914 | $7.42 | $3.95 | 18.3% | 4% |
| 20260911 | $8.05 | $4.15 | 18.7% | 8% |
| 20260910 | $8.90 | $4.75 | 20.6% | 26% |
| 20260909 | $9.15 | $4.85 | 20.4% | 23% |
| 20260908 | $8.95 | $4.58 | 19.3% | 14% |
| 20260904 | $8.73 | $4.80 | 17.9% | 1% |
| 20260903 | $8.65 | $4.97 | 17.8% | 1% |
| 20260902 | $5.45 | $5.45 | 19.1% | 12% |
| 20260901 | $5.75 | $5.75 | 19.3% | 13% |
| 20260831 | $5.45 | $5.45 | 17.9% | 1% |
| 20260828 | $5.80 | $5.80 | 17.8% | 0% |
| 20260827 | $6.10 | $6.10 | 17.9% | 0% |
| 20260826 | $6.97 | $6.97 | 19.5% | 10% |
| 20260825 | $6.90 | $6.90 | 19.1% | 6% |
| 20260824 | $7.30 | $7.30 | 19.8% | 13% |
| 20260821 | $8.05 | $4.80 | 20.2% | 17% |
| 20260820 | $8.12 | $1.77 | 20.2% | 18% |
| 20260819 | $8.18 | $3.88 | 19.4% | 10% |
| 20260818 | $8.57 | $4.03 | 20.2% | 18% |
| 20260817 | $10.10 | $10.03 | 22.8% | 42% |
| 20260814 | $8.78 | $4.30 | 18.9% | 6% |
| 20260813 | $9.05 | $4.45 | 19.4% | 10% |
| 20260812 | $10.50 | $10.05 | 24.0% | 53% |
| 20260811 | $9.55 | $4.95 | 19.9% | 15% |
| 20260810 | $10.40 | $6.72 | 22.2% | 36% |
| 20260807 | — | — | 21.9% | 34% |
| 20260806 | $11.85 | $7.42 | 23.7% | 50% |
| 20260805 | $10.32 | $10.32 | 26.7% | 79% |
| 20260804 | $8.07 | $8.07 | 23.9% | 53% |
| 20260803 | $7.57 | $7.57 | 23.0% | 44% |
| 20260731 | $8.55 | $8.55 | 24.3% | 57% |
| 20260730 | $8.60 | $8.60 | 24.9% | 62% |
| 20260729 | $9.15 | $9.15 | 26.0% | 73% |
More on FTC
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.